+42.7%
CI vs SHAK
-25.9%
+68.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.4% | +1.3% |
| 7D | -1.1% | -7.2% | +6.1% | -0.6% |
| 30D | +0.5% | -11.8% | +12.3% | +1.3% |
| 3M | -5.2% | +17.2% | -22.3% | -6.4% |
| 6M | +4.3% | -34.1% | +38.5% | +6.5% |
| YTD | +2.8% | -22.4% | +25.2% | +3.5% |
| 1Y | -5.8% | -35.9% | +30.1% | -4.0% |
| 3Y | +4.7% | -3.4% | +8.1% | +0.7% |
| 5Y | +42.7% | -25.4% | +68.1% | +40.5% |
| All | +42.7% | -25.9% | +68.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling